feat: 리밸런싱 엔진 V1 + GAS 버그 수정 (2026-06-13)

주요 변경: - tools/build_rebalance_engine_v1.py: REBALANCE_ENGINE_V1 신규 * account_snapshot 직접 합산(_build_snap_position_map) → 소수주 분리 행 병합 * 레짐 소스 macro.REGIME_PRELIM 최우선 (GAS 와 동일) - src/gas_adapter_parts/gdf_06_rebalance.gs: runRebalanceSheet_() 신규 * Logger.log / getSpreadsheet_() 로 run_all 연동 수정 - src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs * _mergePositionRecord_(): 소수주 중복 행 합산 신규 * parseInt → parseFloat (qty, availQty) - src/gas_adapter_parts/gdf_01_price_metrics.gs * 미보유 종목 SELL_READY → WATCH_EXIT_SIGNAL - spec/41_release_dag.yaml: build_rebalance_sheet 노드 추가 (step_count 63) - spec/51_formula_lifecycle_registry.yaml: REBALANCE_ENGINE_V1 등록 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-13 13:20:14 +09:00
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+"""build_fundamental_raw_v2.py — FUNDAMENTAL_RAW_V2
+
+P1-011: fundamental_raw_v1의 data_quality=FULL 레이블이 OCF/FCF 부재를 숨기는 문제 해소.
+- 필드 단위 coverage 산출 (ticker 단위 아님)
+- OCF/FCF 없으면 FULL이 아닌 PARTIAL
+- engine_audit(61.6) vs data_quality(100) 충돌 근거 명시
+"""
+from __future__ import annotations
+
+import argparse
+import json
+from datetime import datetime, timezone
+from pathlib import Path
+
+from v7_hardening_common import ROOT, TEMP, load_json, save_json
+
+DEFAULT_RAW_V1 = TEMP / "fundamental_raw_v1.json"
+DEFAULT_OUT    = TEMP / "fundamental_raw_v2.json"
+
+# 필드 가중치 (multifactor_v4와 동일)
+FIELD_WEIGHTS = {
+    "roe_pct":       25,
+    "opm_pct":       20,
+    "ocf_krw":       15,   # OCF/FCF 합산 30점 중 반
+    "fcf_krw":       15,
+    "net_debt_krw":  10,
+    "per":            8,
+    "pbr":            7,
+}
+TOTAL_WEIGHT = sum(FIELD_WEIGHTS.values())  # = 100
+
+# FULL 판정: ROE/OPM + 밸류에이션 + (OCF OR FCF) 중 하나라도 있어야 함
+def _reclassify_data_quality(row: dict) -> str:
+    if row.get("data_quality") == "ETF_EXCLUDED":
+        return "ETF_EXCLUDED"
+    has_core = (row.get("roe_pct") is not None and row.get("opm_pct") is not None)
+    has_val  = (row.get("per") is not None or row.get("pbr") is not None)
+    has_cf   = (row.get("ocf_krw") is not None or row.get("fcf_krw") is not None)
+    if has_core and has_val and has_cf:
+        return "FULL"
+    if has_core and has_val:
+        return "PARTIAL"       # OCF/FCF 없음
+    if has_core:
+        return "SPARSE"
+    return "MISSING"
+
+
+def _field_coverage(rows: list[dict]) -> dict[str, float]:
+    non_etf = [r for r in rows if r.get("data_quality") != "ETF_EXCLUDED"]
+    if not non_etf:
+        return {}
+    return {
+        field: round(sum(1 for r in non_etf if r.get(field) is not None) / len(non_etf) * 100.0, 2)
+        for field in FIELD_WEIGHTS
+    }
+
+
+def _weighted_coverage(field_cov: dict[str, float]) -> float:
+    total_w = 0.0
+    covered_w = 0.0
+    for field, weight in FIELD_WEIGHTS.items():
+        total_w += weight
+        covered_w += weight * (field_cov.get(field, 0.0) / 100.0)
+    return round(covered_w / total_w * 100.0, 2) if total_w else 0.0
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--raw-v1", default=str(DEFAULT_RAW_V1))
+    ap.add_argument("--out",    default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    raw_v1 = load_json(Path(args.raw_v1))
+    rows_in: list[dict] = raw_v1.get("rows", []) if isinstance(raw_v1, dict) else []
+
+    rows_out = []
+    for row in rows_in:
+        r = dict(row)
+        r["data_quality_v1"] = row.get("data_quality")   # 이전 레이블 보존
+        r["data_quality"]    = _reclassify_data_quality(row)
+        # 각 필드 실측 여부 기록
+        r["field_coverage"] = {
+            f: (row.get(f) is not None)
+            for f in FIELD_WEIGHTS
+        }
+        rows_out.append(r)
+
+    field_cov = _field_coverage(rows_out)
+    weighted_cov = _weighted_coverage(field_cov)
+    non_etf = [r for r in rows_out if r.get("data_quality") != "ETF_EXCLUDED"]
+    from collections import Counter
+    dq_counts = Counter(r["data_quality"] for r in rows_out)
+
+    result = {
+        "formula_id": "FUNDAMENTAL_RAW_V2",
+        "generated_at": datetime.now(timezone.utc).isoformat(),
+        "ticker_count": len(rows_out),
+        "non_etf_count": len(non_etf),
+        # coverage 지표
+        "raw_field_coverage_pct": weighted_cov,
+        "field_coverage_pct": field_cov,
+        "data_quality_counts": dict(dq_counts),
+        # 충돌 근거 (engine_audit vs data_quality)
+        "conflict_note": (
+            "engine_audit가 낮은 fundamental_score를 보고하는 이유: "
+            "OCF/FCF 0% 커버리지로 인해 가중 커버리지가 낮음. "
+            "data_quality의 schema_presence_score=100은 필드 존재 여부만 확인."
+        ),
+        "v1_label_issue": (
+            f"v1 data_quality=FULL {dq_counts.get('FULL',0)+len([r for r in rows_out if r.get('data_quality_v1')=='FULL' and r['data_quality']=='PARTIAL'])}건 중 "
+            f"{len([r for r in rows_out if r.get('data_quality_v1')=='FULL' and r['data_quality']=='PARTIAL'])}건이 "
+            "OCF/FCF 부재로 실제 PARTIAL → 수정됨"
+        ),
+        "rows": rows_out,
+    }
+    save_json(args.out, result)
+    print(json.dumps({k: v for k, v in result.items() if k != "rows"}, ensure_ascii=False, indent=2))
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())